Professor John Stachurski
ANU College of Business and Economics
Areas of expertise
- Econometric And Statistical Methods 140302
- Macroeconomic Theory 140102
Publications
- Kamihigashi, T & Stachurski, J 2014, 'Stochastic Stability in Monotone Economies', Theoretical Economics, vol. 9, no. 2, pp. 383-407.
- Pal, J & Stachurski, J 2013, 'Fitted Value Function Iteration with Probability One Contractions', Journal of Economic Dynamics and Control, vol. 37, no. 1, pp. 251-264.
- Kamihigashi, T & Stachurski, J 2012, 'An order-theoretic mixing condition for monotone Markov chains', Statistics and Probability Letters, vol. 82, no. 2, pp. 262-267.
- Braun, R, Li, H & Stachurski, J 2012, 'Generalized Look-Ahead Methods for Computing Stationary Densities', Mathematics of Operations Research, vol. 37, no. 3, pp. 489-500.
- Stachurski, J, Venditti, A & Yano, M 2012, 'Introduction to macroeconomic dynamics special issue in honor of Kazuo Nishimura: Nonlinear dynamics in equilibrium models', Macroeconomic Dynamics, vol. 16, no. SUPPL. 1, pp. 1-4.
- Stachurski, J, Venditti, A & Yano, M, eds, 2012, Nonlinear Dynamics in Equilibrium Models: Chaos, Cycles and Indeterminancy, Springer-Verlag Berlin Heidelberg, Heidelberg, Germany.
- Stachurski, J 2012, 'Bounding tail probabilities in dynamic economic models', Macroeconomic Dynamics, vol. 16, no. SUPPL. 1, pp. 117-126.
- Nishimura, K & Stachurski, J 2010, 'Perfect simulation of stationary equilibria', Journal of Economic Dynamics and Control, vol. 34, no. 4, pp. 577-584.
- Stachurski, J 2009, Economic Dynamics: Theory and Computation, MIT Press, Cambridge USA.
- Stachurski, J 2002, 'Stochastic Optimal Growth with Unbounded Shock', Journal of Economic Theory, vol. 106, no. 1, pp. 40--65.
- Kikuchi, T & Stachurski, J 2009, 'Endogenous Inequality and Fluctuations in a two-Country Model', Journal of Economic Theory, vol. 144, no. 4, pp. 1560-1571.
- Nishimura, K & Stachurski, J 2009, 'Equilibrium Storage with Multiple Commodities', Journal of Mathematical Economics, vol. 45, no. 1-2, pp. 80-96.
- Nishimura, K & Stachurski, J 2009, 'On Geometric Ergodicity of the Commodity Pricing Model', International Journal of Economic Theory, vol. 5, no. 3, pp. 293-300.
- Stachurski, J & Martin, V 2008, 'Computing the Distributions of Economic Models via Simulation', Econometrica, vol. 76, no. 2, pp. 443-450.
- Stachurski, J 2008, 'Continuous State Dynamic Programming via Nonexpansive Approximation', Computational Economics, vol. 31, no. 2, pp. 141-160.
- Stachurski, J 2007, 'Log-Linearization of Stochastic Economic Models', Journal of Difference Equations and Applications, vol. 13, no. 2-3 (February-March 2007), pp. 217-222.
- Nishimura, K & Stachurski, J 2007, 'Stochastic optimal policies when the discount rate vanishes', Journal of Economic Dynamics and Control, vol. 31, no. 4, pp. 1416-1430.
- Le Van, C & Stachurski, J 2007, 'Parametric Continuity of Stationary Distributions', Economic Theory, vol. 33, no. 2, pp. 333-348.
- Nishimura, K, Rudnicki, R & Stachurski, J 2006, 'Stochastic Optimal Growth with Nonconvexities', Journal of Mathematical Economics, vol. 42, no. 1, pp. 74-96.
- Mirman, L, Reffett, K & Stachurski, J 2005, 'Some Stability Results for Markovian Economic Semigroups', International Journal of Economic Theory, vol. 1, no. 1, pp. 57-72.
- Nishimura, K & Stachurski, J 2005, 'Stability of Stochastic Optimal Growth Models: A New Approach', Journal of Economic Theory, vol. 122, no. 1, pp. 100-118.
- Nishimura, K & Stachurski, J 2004, 'Discrete Time Models in Economic Theory', CUBO: revista de matematica, vol. 6, no. 1, pp. 187-207.
- Stachurski, J 2003, 'Stochastic Growth with Increasing Returns: Stability and Path Dependence', Studies in Nonlinear Dynamics and Econometrics, vol. 7, no. 2, pp. Article 1.
- Stachurski, J 2003, 'Stochastic Growth: Asymptotic Distributions', Economic Theory, vol. 21, no. 4, pp. 913-919.
- Stachurski, J 2003, 'Economic Dynamical Systems with Multiplicative Noise', Journal of Mathematical Economics, vol. 39, no. 2, pp. 135-152.
